Lower eigenvalue bounds for pencils of matrices

DOI10.1016/0024-3795(87)90211-4MaRDI QIDQ1088752zbMATH OpenOpenAlexFDO

Authors Robert Beauwens

Publication date 1987

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(87)90211-4

zbMATH Keywords

convergenceeigenvaluesmatrix pencilStieltjes matrixupper and lower bounds

Mathematics Subject Classification ID

Matrix pencils (15A22) Inequalities involving eigenvalues and eigenvectors (15A42) Iterative numerical methods for linear systems (65F10)

Review text

Under some simple assumptions the author gives upper and lower bounds for the eigenvalues of the matrix pencil A-\(\nu\) B where A is a Stieltjes matrix (i.e. a positive definite matrix with nonpositive off-diagonal entries) and \(B=A+C=LP^{-1}U\) with U upper triangular, \(L=U^ T\), \(P=diag(U)\) and \(C\neq 0\). While upper bounds of the eigenvalues can be determined by closed formulae, lower bounds must be constructed in terms of some auxiliary pencils whose proper choice substantially influences the degree of accuracy in practical situations. Examples of such constructions are also given. The results are related to convergence properties of the iterative scheme \(Bx_{m+1}=Cx_ m+b\).

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Cites work

• A class of first order factorization methods
• A generalized SSOR method
• scientific article; zbMATH DE number 3854346 (Why is no real title available?)
• scientific article; zbMATH DE number 3760340 (Why is no real title available?)
• On Axelsson's perturbations
• Semistrict Diagonal Dominance
• Upper eigenvalue bounds for pencils of matrices

Cited in

(15)

• Upper eigenvalue bounds for pencils of matrices
• Conditioning analysis of positive definite matrices by approximate factorizations
• Conditioning analysis of sparse block approximate factorizations
• Lower eigenvalue bounds for singular pencils of matrices
• Approximate factorizations with S/P consistently ordered M-factors
• Incomplete factorizations of singular linear systems
• A study of the method of approximate factorization for solving grid elliptic boundary-value problems
• Graph perturbations
• Lower bounds for the eigenvalues of Laplacian matrices
• Iterative solution methods
• Lower and upper bounds for the number of distinct eigenvalues of a perturbed regular matrix pencil
• On the robustness of modified incomplete factorization methods
• Localization of the eigenvalues of a pencil of positive definite matrices
• Modified block-approximate factorization strategies
• Alternatives to Bazley's special choice for eigenvalue lower bounds

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